CME Canadian Dollar Future December 2011


Trading Metrics calculated at close of trading on 14-Mar-2011
Day Change Summary
Previous Current
11-Mar-2011 14-Mar-2011 Change Change % Previous Week
Open 1.0170 1.0192 0.0022 0.2% 1.0231
High 1.0170 1.0192 0.0022 0.2% 1.0233
Low 1.0135 1.0174 0.0039 0.4% 1.0135
Close 1.0204 1.0183 -0.0021 -0.2% 1.0204
Range 0.0035 0.0018 -0.0017 -48.6% 0.0098
ATR 0.0042 0.0041 -0.0001 -2.0% 0.0000
Volume 67 26 -41 -61.2% 462
Daily Pivots for day following 14-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.0237 1.0228 1.0193
R3 1.0219 1.0210 1.0188
R2 1.0201 1.0201 1.0186
R1 1.0192 1.0192 1.0185 1.0188
PP 1.0183 1.0183 1.0183 1.0181
S1 1.0174 1.0174 1.0181 1.0170
S2 1.0165 1.0165 1.0180
S3 1.0147 1.0156 1.0178
S4 1.0129 1.0138 1.0173
Weekly Pivots for week ending 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.0485 1.0442 1.0258
R3 1.0387 1.0344 1.0231
R2 1.0289 1.0289 1.0222
R1 1.0246 1.0246 1.0213 1.0219
PP 1.0191 1.0191 1.0191 1.0177
S1 1.0148 1.0148 1.0195 1.0121
S2 1.0093 1.0093 1.0186
S3 0.9995 1.0050 1.0177
S4 0.9897 0.9952 1.0150
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0233 1.0135 0.0098 1.0% 0.0017 0.2% 49% False False 90
10 1.0233 1.0135 0.0098 1.0% 0.0021 0.2% 49% False False 64
20 1.0233 0.9973 0.0260 2.6% 0.0027 0.3% 81% False False 54
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook True
Stretch 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0269
2.618 1.0239
1.618 1.0221
1.000 1.0210
0.618 1.0203
HIGH 1.0192
0.618 1.0185
0.500 1.0183
0.382 1.0181
LOW 1.0174
0.618 1.0163
1.000 1.0156
1.618 1.0145
2.618 1.0127
4.250 1.0098
Fisher Pivots for day following 14-Mar-2011
Pivot 1 day 3 day
R1 1.0183 1.0177
PP 1.0183 1.0170
S1 1.0183 1.0164

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These figures are updated between 7pm and 10pm EST after a trading day.

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